CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1348-4 |
1350-0 |
1-4 |
0.1% |
1351-0 |
| High |
1360-0 |
1353-0 |
-7-0 |
-0.5% |
1361-0 |
| Low |
1342-0 |
1340-4 |
-1-4 |
-0.1% |
1334-0 |
| Close |
1356-0 |
1341-4 |
-14-4 |
-1.1% |
1356-0 |
| Range |
18-0 |
12-4 |
-5-4 |
-30.6% |
27-0 |
| ATR |
16-3 |
16-3 |
-0-1 |
-0.4% |
0-0 |
| Volume |
32,956 |
56,070 |
23,114 |
70.1% |
172,533 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1382-4 |
1374-4 |
1348-3 |
|
| R3 |
1370-0 |
1362-0 |
1345-0 |
|
| R2 |
1357-4 |
1357-4 |
1343-6 |
|
| R1 |
1349-4 |
1349-4 |
1342-5 |
1347-2 |
| PP |
1345-0 |
1345-0 |
1345-0 |
1343-7 |
| S1 |
1337-0 |
1337-0 |
1340-3 |
1334-6 |
| S2 |
1332-4 |
1332-4 |
1339-2 |
|
| S3 |
1320-0 |
1324-4 |
1338-0 |
|
| S4 |
1307-4 |
1312-0 |
1334-5 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-3 |
1420-5 |
1370-7 |
|
| R3 |
1404-3 |
1393-5 |
1363-3 |
|
| R2 |
1377-3 |
1377-3 |
1361-0 |
|
| R1 |
1366-5 |
1366-5 |
1358-4 |
1372-0 |
| PP |
1350-3 |
1350-3 |
1350-3 |
1353-0 |
| S1 |
1339-5 |
1339-5 |
1353-4 |
1345-0 |
| S2 |
1323-3 |
1323-3 |
1351-0 |
|
| S3 |
1296-3 |
1312-5 |
1348-5 |
|
| S4 |
1269-3 |
1285-5 |
1341-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1361-0 |
1334-0 |
27-0 |
2.0% |
13-0 |
1.0% |
28% |
False |
False |
37,624 |
| 10 |
1393-0 |
1334-0 |
59-0 |
4.4% |
13-1 |
1.0% |
13% |
False |
False |
40,237 |
| 20 |
1395-0 |
1300-0 |
95-0 |
7.1% |
13-3 |
1.0% |
44% |
False |
False |
42,391 |
| 40 |
1395-0 |
1268-0 |
127-0 |
9.5% |
11-2 |
0.8% |
58% |
False |
False |
34,525 |
| 60 |
1395-0 |
1193-4 |
201-4 |
15.0% |
10-6 |
0.8% |
73% |
False |
False |
28,245 |
| 80 |
1395-0 |
1170-0 |
225-0 |
16.8% |
11-1 |
0.8% |
76% |
False |
False |
24,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1406-1 |
|
2.618 |
1385-6 |
|
1.618 |
1373-2 |
|
1.000 |
1365-4 |
|
0.618 |
1360-6 |
|
HIGH |
1353-0 |
|
0.618 |
1348-2 |
|
0.500 |
1346-6 |
|
0.382 |
1345-2 |
|
LOW |
1340-4 |
|
0.618 |
1332-6 |
|
1.000 |
1328-0 |
|
1.618 |
1320-2 |
|
2.618 |
1307-6 |
|
4.250 |
1287-3 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1346-6 |
1349-0 |
| PP |
1345-0 |
1346-4 |
| S1 |
1343-2 |
1344-0 |
|